The present invention relates to the field of optimization problems.
Markov Decision Processes (MDPs) are extensively analyzed in the literature. However, when MDPs are applied to real life problems there may be additional requirements which are typically not analyzed. For instance, when optimization is applied for long time intervals it is convenient to model the problem as infinite horizon. However, there might be a notion of time, which is important for the real life problems that one may be interested in solving, which is typically disregarded in infinite horizon problems.
The foregoing examples of the related art and limitations related therewith are intended to be illustrative and not exclusive. Other limitations of the related art will become apparent to those of skill in the art upon a reading of the specification and a study of the figures.